Petra Sinagl

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://andrlikova.com

  • University of Iowa - Department of Finance

SCHOLARLY PAPERS

5

DOWNLOADS

160

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
Jamie Alcock, Petra Sinagl, Angelo Aspris, Sean Foley, Stephen E. Satchell, Reuben Segara, Danika J. Wright and Juan Yao
The University of Sydney Business School, University of Iowa - Department of Finance, University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 130 (230,656)

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Asset Price bubbles, Markets

2.

Cash-flow Risk and Industry Response to COVID-19 Outbreak

Number of pages: 28 Posted: 03 Apr 2020 Last Revised: 06 Apr 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 29 (506,345)

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COVID-19 pandemic, financial consequences, US industry analysis

3.

The Price of Asymmetric Dependence: International Evidence

Number of pages: 55
Jamie Alcock and Petra Sinagl
The University of Sydney Business School and University of Iowa - Department of Finance
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International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations.

4.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Sinagl
The University of Sydney Business School and University of Iowa - Department of Finance

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj

5.

Fundamental Sources of the Time Variation in Equity Risk Levels

Number of pages: 69
Petra Sinagl
University of Iowa - Department of Finance
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cash-flow risk, time-varying equity risk, preference shocks, consumption-based asset pricing